diff --git a/MANIFEST b/MANIFEST index f1bfa35..106cf7f 100644 --- a/MANIFEST +++ b/MANIFEST @@ -1,2 +1,6 @@ include data/Enrollments.csv -include data/AirPassengers.csv \ No newline at end of file +include data/AirPassengers.csv +include data/NASDAQ.csv +include data/SP500.csv +include data/sunspots.csv +include data/TAIEX.csv \ No newline at end of file diff --git a/pyFTS/benchmarks/ResidualAnalysis.py b/pyFTS/benchmarks/ResidualAnalysis.py index 667e0e3..05d3db0 100644 --- a/pyFTS/benchmarks/ResidualAnalysis.py +++ b/pyFTS/benchmarks/ResidualAnalysis.py @@ -17,7 +17,7 @@ def residuals(targets, forecasts, order=1): return np.array(targets[order:]) - np.array(forecasts[:-1]) -def ChiSquared(q,h): +def chi_squared(q, h): """ Chi-Squared value :param q: @@ -28,7 +28,7 @@ def ChiSquared(q,h): return p -def compareResiduals(data, models): +def compare_residuals(data, models): """ Compare residual's statistics of several models :param data: @@ -49,7 +49,7 @@ def compareResiduals(data, models): ret += str(round(q1,2)) + " & " q2 = Measures.BoxLjungStatistic(res, 10) ret += str(round(q2,2)) + " & " - ret += str(ChiSquared(q2, 10)) + ret += str(chi_squared(q2, 10)) ret += " \\\\ \n" return ret @@ -131,9 +131,8 @@ def plot_residuals(targets, models, tam=[8, 8], save=False, file=None): def single_plot_residuals(targets, forecasts, order, tam=[8, 8], save=False, file=None): - fig, axes = plt.subplots(nrows=1, ncols=3, figsize=tam) + fig, ax = plt.subplots(nrows=1, ncols=3, figsize=tam) - ax = axes res = residuals(targets, forecasts, order) ax[0].set_title("Residuals", size='large') diff --git a/pyFTS/benchmarks/benchmarks.py b/pyFTS/benchmarks/benchmarks.py index ed0cd11..b89f10d 100644 --- a/pyFTS/benchmarks/benchmarks.py +++ b/pyFTS/benchmarks/benchmarks.py @@ -13,7 +13,7 @@ import matplotlib.cm as cmx import matplotlib.colors as pltcolors import matplotlib.pyplot as plt import numpy as np -#from mpl_toolkits.mplot3d import Axes3D +from mpl_toolkits.mplot3d import Axes3D from pyFTS.probabilistic import ProbabilityDistribution from pyFTS.models import song, chen, yu, ismailefendi, sadaei, hofts, pwfts, ifts, cheng, hwang @@ -30,8 +30,8 @@ rc('font',**{'family':'sans-serif','sans-serif':['Helvetica']}) #rc('font',**{'family':'serif','serif':['Palatino']}) rc('text', usetex=True) -colors = ['grey', 'rosybrown', 'maroon', 'red','orange', 'yellow', 'olive', 'green', - 'cyan', 'blue', 'darkblue', 'purple', 'darkviolet'] +colors = ['grey', 'darkgrey', 'rosybrown', 'maroon', 'red','orange', 'gold', 'yellow', 'olive', 'green', + 'darkgreen', 'cyan', 'lightblue','blue', 'darkblue', 'purple', 'darkviolet' ] ncol = len(colors) @@ -281,7 +281,7 @@ def all_point_forecasters(data_train, data_test, partitions, max_order=3, statis print_point_statistics(data_test, objs) if residuals: - print(ResidualAnalysis.compareResiduals(data_test, objs)) + print(ResidualAnalysis.compare_residuals(data_test, objs)) ResidualAnalysis.plot_residuals(data_test, objs, save=save, file=file, tam=tam) if series: @@ -303,6 +303,8 @@ def all_point_forecasters(data_train, data_test, partitions, max_order=3, statis plot_probability_distributions(pmfs, lcolors, tam=tam) + return models + def print_point_statistics(data, models, externalmodels = None, externalforecasts = None, indexers=None): ret = "Model & Order & RMSE & SMAPE & Theil's U \\\\ \n" @@ -539,29 +541,32 @@ def plot_compared_series(original, models, colors, typeonlegend=False, save=Fals ax.plot(original, color='black', label="Original", linewidth=linewidth*1.5) for count, fts in enumerate(models, start=0): - if fts.has_point_forecasting and points: - forecasts = fts.forecast(original) - if isinstance(forecasts, np.ndarray): - forecasts = forecasts.tolist() - mi.append(min(forecasts) * 0.95) - ma.append(max(forecasts) * 1.05) - for k in np.arange(0, fts.order): - forecasts.insert(0, None) - lbl = fts.shortname + str(fts.order if fts.is_high_order and not fts.benchmark_only else "") - if typeonlegend: lbl += " (Point)" - ax.plot(forecasts, color=colors[count], label=lbl, ls="-",linewidth=linewidth) + try: + if fts.has_point_forecasting and points: + forecasts = fts.forecast(original) + if isinstance(forecasts, np.ndarray): + forecasts = forecasts.tolist() + mi.append(min(forecasts) * 0.95) + ma.append(max(forecasts) * 1.05) + for k in np.arange(0, fts.order): + forecasts.insert(0, None) + lbl = fts.shortname + str(fts.order if fts.is_high_order and not fts.benchmark_only else "") + if typeonlegend: lbl += " (Point)" + ax.plot(forecasts, color=colors[count], label=lbl, ls="-",linewidth=linewidth) - if fts.has_interval_forecasting and intervals: - forecasts = fts.forecast_interval(original) - lbl = fts.shortname + " " + str(fts.order if fts.is_high_order and not fts.benchmark_only else "") - if not points and intervals: - ls = "-" - else: - ls = "--" - tmpmi, tmpma = plot_interval(ax, forecasts, fts.order, label=lbl, typeonlegend=typeonlegend, - color=colors[count], ls=ls, linewidth=linewidth) - mi.append(tmpmi) - ma.append(tmpma) + if fts.has_interval_forecasting and intervals: + forecasts = fts.forecast_interval(original) + lbl = fts.shortname + " " + str(fts.order if fts.is_high_order and not fts.benchmark_only else "") + if not points and intervals: + ls = "-" + else: + ls = "--" + tmpmi, tmpma = plot_interval(ax, forecasts, fts.order, label=lbl, typeonlegend=typeonlegend, + color=colors[count], ls=ls, linewidth=linewidth) + mi.append(tmpmi) + ma.append(tmpma) + except ValueError as ex: + print(fts.shortname) handles0, labels0 = ax.get_legend_handles_labels() lgd = ax.legend(handles0, labels0, loc=2, bbox_to_anchor=(1, 1)) @@ -573,7 +578,7 @@ def plot_compared_series(original, models, colors, typeonlegend=False, save=Fals ax.set_xlabel('T') ax.set_xlim([0, len(original)]) - Util.show_and_save_image(fig, file, save, lgd=legends) + #Util.show_and_save_image(fig, file, save, lgd=legends) def plot_probability_distributions(pmfs, lcolors, tam=[15, 7]): @@ -1022,7 +1027,10 @@ def simpleSearch_RMSE(train, test, model, partitions, orders, save=False, file=N partitioner=Grid.GridPartitioner,transformation=None,indexer=None): _3d = len(orders) > 1 ret = [] - errors = np.array([[0 for k in range(len(partitions))] for kk in range(len(orders))]) + if _3d: + errors = np.array([[0 for k in range(len(partitions))] for kk in range(len(orders))]) + else: + errors = [] forecasted_best = [] fig = plt.figure(figsize=tam) # fig.suptitle("Comparação de modelos ") @@ -1055,7 +1063,10 @@ def simpleSearch_RMSE(train, test, model, partitions, orders, save=False, file=N else: forecasted = fts.forecast_interval(test) error = 1.0 - Measures.rmse_interval(np.array(test[o:]), np.array(forecasted[:-1])) - errors[oc, pc] = error + if _3d: + errors[oc, pc] = error + else: + errors.append( error ) if error < min_rmse: min_rmse = error best = fts @@ -1067,9 +1078,8 @@ def simpleSearch_RMSE(train, test, model, partitions, orders, save=False, file=N # ax0.legend(handles0, labels0) ax0.plot(test, label="Original", linewidth=3.0, color="black") if _3d: ax1 = Axes3D(fig, rect=[0, 1, 0.9, 0.9], elev=elev, azim=azim) - if not plotforecasts: ax1 = Axes3D(fig, rect=[0, 1, 0.9, 0.9], elev=elev, azim=azim) - # ax1 = fig.add_axes([0.6, 0.5, 0.45, 0.45], projection='3d') - if _3d: + if _3d and not plotforecasts: + ax1 = Axes3D(fig, rect=[0, 1, 0.9, 0.9], elev=elev, azim=azim) ax1.set_title('Error Surface') ax1.set_ylabel('Model order') ax1.set_xlabel('Number of partitions') @@ -1079,9 +1089,9 @@ def simpleSearch_RMSE(train, test, model, partitions, orders, save=False, file=N else: ax1 = fig.add_axes([0, 1, 0.9, 0.9]) ax1.set_title('Error Curve') - ax1.set_ylabel('Number of partitions') - ax1.set_xlabel('RMSE') - ax0.plot(errors,partitions) + ax1.set_xlabel('Number of partitions') + ax1.set_ylabel('RMSE') + ax1.plot(partitions, errors) ret.append(best) ret.append(forecasted_best) ret.append(min_rmse) diff --git a/pyFTS/benchmarks/distributed_benchmarks.py b/pyFTS/benchmarks/distributed_benchmarks.py index 3500186..9dcd570 100644 --- a/pyFTS/benchmarks/distributed_benchmarks.py +++ b/pyFTS/benchmarks/distributed_benchmarks.py @@ -31,8 +31,7 @@ def run_point(mfts, partitioner, train_data, test_data, window_key=None, transfo :return: a dictionary with the benchmark results """ import time - from pyFTS import yu, hofts, pwfts,ismailefendi,sadaei, song, cheng, hwang - from pyFTS.models import chen + from pyFTS.models import yu, chen, hofts, pwfts,ismailefendi,sadaei, song, cheng, hwang from pyFTS.partitioners import Grid, Entropy, FCM from pyFTS.benchmarks import Measures, naive, arima, quantreg from pyFTS.common import Transformations @@ -223,7 +222,7 @@ def run_interval(mfts, partitioner, train_data, test_data, window_key=None, tran :return: a dictionary with the benchmark results """ import time - from pyFTS import hofts,ifts,pwfts + from pyFTS.models import hofts,ifts,pwfts from pyFTS.partitioners import Grid, Entropy, FCM from pyFTS.benchmarks import Measures, arima, quantreg @@ -424,8 +423,8 @@ def run_ahead(mfts, partitioner, train_data, test_data, steps, resolution, windo """ import time import numpy as np - from pyFTS import hofts, ifts, pwfts - from pyFTS.models import ensemble + from pyFTS.models import hofts, ifts, pwfts + from pyFTS.models.ensemble import ensemble from pyFTS.partitioners import Grid, Entropy, FCM from pyFTS.benchmarks import Measures, arima from pyFTS.models.seasonal import SeasonalIndexer diff --git a/pyFTS/benchmarks/parallel_benchmarks.py b/pyFTS/benchmarks/parallel_benchmarks.py index 61eb346..b810891 100644 --- a/pyFTS/benchmarks/parallel_benchmarks.py +++ b/pyFTS/benchmarks/parallel_benchmarks.py @@ -10,7 +10,7 @@ from copy import deepcopy import numpy as np from joblib import Parallel, delayed -from pyFTS.benchmarks import benchmarks, Util +from pyFTS.benchmarks import benchmarks, Util as bUtil from pyFTS.common import Util from pyFTS.partitioners import Grid diff --git a/pyFTS/common/FLR.py b/pyFTS/common/FLR.py index aa3271a..6f71ab6 100644 --- a/pyFTS/common/FLR.py +++ b/pyFTS/common/FLR.py @@ -35,6 +35,7 @@ class IndexedFLR(FLR): def __str__(self): return str(self.index) + ": "+ self.LHS.name + " -> " + self.RHS.name + def generate_high_order_recurrent_flr(fuzzyData): """ Create a ordered FLR set from a list of fuzzy sets with recurrence @@ -55,7 +56,8 @@ def generate_high_order_recurrent_flr(fuzzyData): flrs.append(tmp) return flrs -def generateRecurrentFLRs(fuzzyData): + +def generate_recurrent_flrs(fuzzyData): """ Create a ordered FLR set from a list of fuzzy sets with recurrence :param fuzzyData: ordered list of fuzzy sets @@ -84,20 +86,20 @@ def generateRecurrentFLRs(fuzzyData): return flrs -def generateNonRecurrentFLRs(fuzzyData): +def generate_non_recurrent_flrs(fuzzyData): """ Create a ordered FLR set from a list of fuzzy sets without recurrence :param fuzzyData: ordered list of fuzzy sets :return: ordered list of FLR """ - flrs = generateRecurrentFLRs(fuzzyData) + flrs = generate_recurrent_flrs(fuzzyData) tmp = {} for flr in flrs: tmp[str(flr)] = flr ret = [value for key, value in tmp.items()] return ret -def generateIndexedFLRs(sets, indexer, data, transformation=None): +def generate_indexed_flrs(sets, indexer, data, transformation=None): """ Create a season-indexed ordered FLR set from a list of fuzzy sets with recurrence :param sets: fuzzy sets diff --git a/pyFTS/common/Transformations.py b/pyFTS/common/Transformations.py index 5484a9d..51cd6ba 100644 --- a/pyFTS/common/Transformations.py +++ b/pyFTS/common/Transformations.py @@ -46,7 +46,7 @@ class Differential(Transformation): for t in np.arange(0, self.lag): diff.insert(0, 0) return diff - def inverse(self,data, param, **kwargs): + def inverse(self, data, param, **kwargs): interval = kwargs.get("point_to_interval",False) @@ -56,11 +56,11 @@ class Differential(Transformation): if not isinstance(data, list): data = [data] - if not isinstance(param, list): - param = [param] - n = len(data) +# print(n) +# print(len(param)) + if not interval: inc = [data[t] + param[t] for t in np.arange(0, n)] else: diff --git a/pyFTS/common/fts.py b/pyFTS/common/fts.py index 755d591..9d1ed84 100644 --- a/pyFTS/common/fts.py +++ b/pyFTS/common/fts.py @@ -1,7 +1,6 @@ import numpy as np import pandas as pd -from pyFTS import tree -from pyFTS.common import FuzzySet, SortedCollection +from pyFTS.common import FuzzySet, SortedCollection, tree class FTS(object): @@ -34,6 +33,8 @@ class FTS(object): self.original_max = 0 self.original_min = 0 self.partitioner = kwargs.get("partitioner", None) + if self.partitioner != None: + self.sets = self.partitioner.sets self.auto_update = False self.benchmark_only = False self.indexer = None @@ -199,7 +200,6 @@ class FTS(object): params = [None for k in self.transformations] for c, t in enumerate(reversed(self.transformations), start=0): - print(c) ndata = t.inverse(data, params[c], **kwargs) return ndata diff --git a/pyFTS/data/AirPassengers.py b/pyFTS/data/AirPassengers.py index 947ea4f..5300728 100644 --- a/pyFTS/data/AirPassengers.py +++ b/pyFTS/data/AirPassengers.py @@ -1,8 +1,10 @@ import pandas as pd import numpy as np +import pkg_resources def get_data(): - passengers = pd.read_csv("DataSets/AirPassengers.csv", sep=",") + filename = pkg_resources.resource_filename('pyFTS', 'data/AirPassengers.csv') + passengers = pd.read_csv(filename, sep=",") passengers = np.array(passengers["Passengers"]) return passengers diff --git a/pyFTS/data/Enrollments.py b/pyFTS/data/Enrollments.py index 5fe29fd..af258bd 100644 --- a/pyFTS/data/Enrollments.py +++ b/pyFTS/data/Enrollments.py @@ -3,9 +3,8 @@ import numpy as np import os import pkg_resources + def get_data(): - #data_path = os.path.dirname(__file__) - #filename = os.path.join(data_path,"Enrollments.csv") filename = pkg_resources.resource_filename('pyFTS', 'data/Enrollments.csv') enrollments = pd.read_csv(filename, sep=";") enrollments = np.array(enrollments["Enrollments"]) diff --git a/pyFTS/data/NASDAQ.csv b/pyFTS/data/NASDAQ.csv new file mode 100644 index 0000000..97a4b27 --- /dev/null +++ b/pyFTS/data/NASDAQ.csv @@ -0,0 +1,3927 @@ +Date,Open,High,Low,Close,Volume,Adj Close,avg +2001-01-02,2474.159912,2474.159912,2273.070068,2291.860107,1918930000,2291.860107,2373.61 +2001-01-03,2254.560059,2618.030029,2251.709961,2616.689941,3188000000,2616.689941,2434.87 +2001-01-04,2593.959961,2644.800049,2549.830078,2566.830078,2610680000,2566.830078,2597.32 +2001-01-05,2573.110107,2574.620117,2395.389893,2407.649902,2104670000,2407.649902,2485.01 +2001-01-08,2388.719971,2397.060059,2299.649902,2395.919922,1850590000,2395.919922,2348.35 +2001-01-09,2424.689941,2474.159912,2406.080078,2441.300049,1975130000,2441.300049,2440.12 +2001-01-10,2392.709961,2525.280029,2376.48999,2524.179932,2470350000,2524.179932,2450.89 +2001-01-11,2495.590088,2661.929932,2495.01001,2640.570068,2842640000,2640.570068,2578.47 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+2015-12-01,8475.96,8497.19,8462.52,8482.99,2030302976,8479.855 +2015-12-02,8475.96,8497.19,8441.28,8457.4,1952179584,8469.235 diff --git a/pyFTS/data/TAIEX.py b/pyFTS/data/TAIEX.py new file mode 100644 index 0000000..cd9799c --- /dev/null +++ b/pyFTS/data/TAIEX.py @@ -0,0 +1,11 @@ +import pandas as pd +import numpy as np +import os +import pkg_resources + + +def get_data(): + filename = pkg_resources.resource_filename('pyFTS', 'data/TAIEX.csv') + dat = pd.read_csv(filename, sep=";") + dat = np.array(dat["avg"]) + return dat diff --git a/pyFTS/data/artificial.py b/pyFTS/data/artificial.py new file mode 100644 index 0000000..03a774b --- /dev/null +++ b/pyFTS/data/artificial.py @@ -0,0 +1,56 @@ +import numpy as np + + +def generate_gaussian_linear(mu_ini, sigma_ini, mu_inc, sigma_inc, it=100, num=10, vmin=None, vmax=None): + """ + Generate data sampled from Gaussian distribution, with constant or linear changing parameters + :param mu_ini: Initial mean + :param sigma_ini: Initial variance + :param mu_inc: Mean increment after 'num' samples + :param sigma_inc: Variance increment after 'num' samples + :param it: Number of iterations + :param num: Number of samples generated on each iteration + :param vmin: Lower bound value of generated data + :param vmax: Upper bound value of generated data + :return: A list of it*num float values + """ + mu = mu_ini + sigma = sigma_ini + ret = [] + for k in np.arange(0,it): + tmp = np.random.normal(mu, sigma, num) + if vmin is not None: + tmp = np.maximum(np.full(num, vmin), tmp) + if vmax is not None: + tmp = np.minimum(np.full(num, vmax), tmp) + ret.extend(tmp) + mu += mu_inc + sigma += sigma_inc + return ret + +def generate_uniform_linear(min_ini, max_ini, min_inc, max_inc, it=100, num=10, vmin=None, vmax=None): + """ + Generate data sampled from Uniform distribution, with constant or linear changing bounds + :param mu_ini: Initial mean + :param sigma_ini: Initial variance + :param mu_inc: Mean increment after 'num' samples + :param sigma_inc: Variance increment after 'num' samples + :param it: Number of iterations + :param num: Number of samples generated on each iteration + :param vmin: Lower bound value of generated data + :param vmax: Upper bound value of generated data + :return: A list of it*num float values + """ + _min = min_ini + _max = max_ini + ret = [] + for k in np.arange(0,it): + tmp = np.random.uniform(_min, _max, num) + if vmin is not None: + tmp = np.maximum(np.full(num, vmin), tmp) + if vmax is not None: + tmp = np.minimum(np.full(num, vmax), tmp) + ret.extend(tmp) + _min += min_inc + _max += max_inc + return ret \ No newline at end of file diff --git a/pyFTS/data/sunspots.csv b/pyFTS/data/sunspots.csv new file mode 100644 index 0000000..398ebd5 --- /dev/null +++ b/pyFTS/data/sunspots.csv @@ -0,0 +1,310 @@ +YEAR,SUNACTIVITY +1700,5 +1701,11 +1702,16 +1703,23 +1704,36 +1705,58 +1706,29 +1707,20 +1708,10 +1709,8 +1710,3 +1711,0 +1712,0 +1713,2 +1714,11 +1715,27 +1716,47 +1717,63 +1718,60 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+1911,5.7 +1912,3.6 +1913,1.4 +1914,9.6 +1915,47.4 +1916,57.1 +1917,103.9 +1918,80.6 +1919,63.6 +1920,37.6 +1921,26.1 +1922,14.2 +1923,5.8 +1924,16.7 +1925,44.3 +1926,63.9 +1927,69 +1928,77.8 +1929,64.9 +1930,35.7 +1931,21.2 +1932,11.1 +1933,5.7 +1934,8.7 +1935,36.1 +1936,79.7 +1937,114.4 +1938,109.6 +1939,88.8 +1940,67.8 +1941,47.5 +1942,30.6 +1943,16.3 +1944,9.6 +1945,33.2 +1946,92.6 +1947,151.6 +1948,136.3 +1949,134.7 +1950,83.9 +1951,69.4 +1952,31.5 +1953,13.9 +1954,4.4 +1955,38 +1956,141.7 +1957,190.2 +1958,184.8 +1959,159 +1960,112.3 +1961,53.9 +1962,37.6 +1963,27.9 +1964,10.2 +1965,15.1 +1966,47 +1967,93.8 +1968,105.9 +1969,105.5 +1970,104.5 +1971,66.6 +1972,68.9 +1973,38 +1974,34.5 +1975,15.5 +1976,12.6 +1977,27.5 +1978,92.5 +1979,155.4 +1980,154.6 +1981,140.4 +1982,115.9 +1983,66.6 +1984,45.9 +1985,17.9 +1986,13.4 +1987,29.4 +1988,100.2 +1989,157.6 +1990,142.6 +1991,145.7 +1992,94.3 +1993,54.6 +1994,29.9 +1995,17.5 +1996,8.6 +1997,21.5 +1998,64.3 +1999,93.3 +2000,119.6 +2001,111 +2002,104 +2003,63.7 +2004,40.4 +2005,29.8 +2006,15.2 +2007,7.5 +2008,2.9 diff --git a/pyFTS/data/sunspots.py b/pyFTS/data/sunspots.py new file mode 100644 index 0000000..7f89917 --- /dev/null +++ b/pyFTS/data/sunspots.py @@ -0,0 +1,11 @@ +import pandas as pd +import numpy as np +import os +import pkg_resources + + +def get_data(): + filename = pkg_resources.resource_filename('pyFTS', 'data/sunspots.csv') + dat = pd.read_csv(filename, sep=",") + dat = np.array(dat["SUNACTIVITY"]) + return dat diff --git a/pyFTS/models/chen.py b/pyFTS/models/chen.py index d8692af..6b2aa01 100644 --- a/pyFTS/models/chen.py +++ b/pyFTS/models/chen.py @@ -50,7 +50,7 @@ class ConventionalFTS(fts.FTS): self.sets = sets ndata = self.apply_transformations(data) tmpdata = FuzzySet.fuzzyfy_series_old(ndata, sets) - flrs = FLR.generateNonRecurrentFLRs(tmpdata) + flrs = FLR.generate_non_recurrent_flrs(tmpdata) self.flrgs = self.generateFLRG(flrs) def forecast(self, data, **kwargs): diff --git a/pyFTS/models/ismailefendi.py b/pyFTS/models/ismailefendi.py index 33408a8..ebcebfb 100644 --- a/pyFTS/models/ismailefendi.py +++ b/pyFTS/models/ismailefendi.py @@ -68,7 +68,7 @@ class ImprovedWeightedFTS(fts.FTS): ndata = self.apply_transformations(data) tmpdata = FuzzySet.fuzzyfy_series_old(ndata, self.sets) - flrs = FLR.generateRecurrentFLRs(tmpdata) + flrs = FLR.generate_recurrent_flrs(tmpdata) self.flrgs = self.generateFLRG(flrs) def forecast(self, data, **kwargs): diff --git a/pyFTS/models/nonstationary/cvfts.py b/pyFTS/models/nonstationary/cvfts.py index 46a17c4..d1c18be 100644 --- a/pyFTS/models/nonstationary/cvfts.py +++ b/pyFTS/models/nonstationary/cvfts.py @@ -34,7 +34,7 @@ class ConditionalVarianceFTS(chen.ConventionalFTS): self.max_tx = max(ndata) tmpdata = common.fuzzySeries(ndata, self.sets, method='fuzzy', const_t=0) - flrs = FLR.generateNonRecurrentFLRs(tmpdata) + flrs = FLR.generate_non_recurrent_flrs(tmpdata) self.flrgs = self.generate_flrg(flrs) def generate_flrg(self, flrs, **kwargs): diff --git a/pyFTS/models/nonstationary/honsfts.py b/pyFTS/models/nonstationary/honsfts.py index ea2a726..3c34687 100644 --- a/pyFTS/models/nonstationary/honsfts.py +++ b/pyFTS/models/nonstationary/honsfts.py @@ -105,7 +105,7 @@ class HighOrderNonStationaryFTS(hofts.HighOrderFTS): ndata = self.apply_transformations(data) #tmpdata = common.fuzzyfy_series_old(ndata, self.sets) - #flrs = FLR.generateRecurrentFLRs(ndata) + #flrs = FLR.generate_recurrent_flrs(ndata) window_size = parameters if parameters is not None else 1 self.flrgs = self.generate_flrg(ndata, window_size=window_size) diff --git a/pyFTS/models/nonstationary/nsfts.py b/pyFTS/models/nonstationary/nsfts.py index aab1064..237247f 100644 --- a/pyFTS/models/nonstationary/nsfts.py +++ b/pyFTS/models/nonstationary/nsfts.py @@ -54,7 +54,7 @@ class NonStationaryFTS(fts.FTS): window_size = parameters if parameters is not None else 1 tmpdata = common.fuzzySeries(ndata, self.sets, window_size, method=self.method) #print([k[0].name for k in tmpdata]) - flrs = FLR.generateRecurrentFLRs(tmpdata) + flrs = FLR.generate_recurrent_flrs(tmpdata) #print([str(k) for k in flrs]) self.flrgs = self.generate_flrg(flrs) diff --git a/pyFTS/models/pwfts.py b/pyFTS/models/pwfts.py index 06dd046..ca0839e 100644 --- a/pyFTS/models/pwfts.py +++ b/pyFTS/models/pwfts.py @@ -125,7 +125,7 @@ class ProbabilisticWeightedFTS(ifts.IntervalFTS): for s in self.sets: self.setsDict[s.name] = s if parameters == 'Monotonic': tmpdata = FuzzySet.fuzzyfy_series_old(data, sets) - flrs = FLR.generateRecurrentFLRs(tmpdata) + flrs = FLR.generate_recurrent_flrs(tmpdata) self.flrgs = self.generateFLRG(flrs) else: self.flrgs = self.generate_flrg(data) diff --git a/pyFTS/models/sadaei.py b/pyFTS/models/sadaei.py index e0fc19c..0813d40 100644 --- a/pyFTS/models/sadaei.py +++ b/pyFTS/models/sadaei.py @@ -67,7 +67,7 @@ class ExponentialyWeightedFTS(fts.FTS): self.sets = sets ndata = self.apply_transformations(data) tmpdata = FuzzySet.fuzzyfy_series_old(ndata, sets) - flrs = FLR.generateRecurrentFLRs(tmpdata) + flrs = FLR.generate_recurrent_flrs(tmpdata) self.flrgs = self.generateFLRG(flrs, self.c) def forecast(self, data, **kwargs): diff --git a/pyFTS/models/seasonal/cmsfts.py b/pyFTS/models/seasonal/cmsfts.py index 9789079..b0e00ed 100644 --- a/pyFTS/models/seasonal/cmsfts.py +++ b/pyFTS/models/seasonal/cmsfts.py @@ -59,7 +59,7 @@ class ContextualMultiSeasonalFTS(sfts.SeasonalFTS): def train(self, data, sets, order=1, parameters=None): self.sets = sets self.seasonality = parameters - flrs = FLR.generateIndexedFLRs(self.sets, self.indexer, data) + flrs = FLR.generate_indexed_flrs(self.sets, self.indexer, data) self.flrgs = self.generateFLRG(flrs) def getMidpoints(self, flrg, data): diff --git a/pyFTS/models/seasonal/msfts.py b/pyFTS/models/seasonal/msfts.py index a263bb2..b774885 100644 --- a/pyFTS/models/seasonal/msfts.py +++ b/pyFTS/models/seasonal/msfts.py @@ -36,7 +36,7 @@ class MultiSeasonalFTS(sfts.SeasonalFTS): self.sets = sets self.seasonality = parameters #ndata = self.indexer.set_data(data,self.doTransformations(self.indexer.get_data(data))) - flrs = FLR.generateIndexedFLRs(self.sets, self.indexer, data) + flrs = FLR.generate_indexed_flrs(self.sets, self.indexer, data) self.flrgs = self.generateFLRG(flrs) def forecast(self, data, **kwargs): diff --git a/pyFTS/models/seasonal/sfts.py b/pyFTS/models/seasonal/sfts.py index 75053c3..a7f5555 100644 --- a/pyFTS/models/seasonal/sfts.py +++ b/pyFTS/models/seasonal/sfts.py @@ -64,7 +64,7 @@ class SeasonalFTS(fts.FTS): self.sets = sets ndata = self.apply_transformations(data) tmpdata = FuzzySet.fuzzyfy_series_old(ndata, sets) - flrs = FLR.generateRecurrentFLRs(tmpdata) + flrs = FLR.generate_recurrent_flrs(tmpdata) self.flrgs = self.generateFLRG(flrs) def forecast(self, data, **kwargs): diff --git a/pyFTS/models/song.py b/pyFTS/models/song.py index b45fbc6..70fec5a 100644 --- a/pyFTS/models/song.py +++ b/pyFTS/models/song.py @@ -38,10 +38,11 @@ class ConventionalFTS(fts.FTS): return r def train(self, data, sets,order=1,parameters=None): - self.sets = sets + if sets != None: + self.sets = sets ndata = self.apply_transformations(data) - tmpdata = FuzzySet.fuzzyfy_series_old(ndata, sets) - flrs = FLR.generateNonRecurrentFLRs(tmpdata) + tmpdata = FuzzySet.fuzzyfy_series_old(ndata, self.sets) + flrs = FLR.generate_non_recurrent_flrs(tmpdata) self.R = self.operation_matrix(flrs) def forecast(self, data, **kwargs): @@ -67,6 +68,6 @@ class ConventionalFTS(fts.FTS): ret.append( sum(mp)/len(mp)) - ret = self.apply_inverse_transformations(ret, params=[data[self.order - 1:]]) + ret = self.apply_inverse_transformations(ret, params=[data]) return ret diff --git a/pyFTS/models/yu.py b/pyFTS/models/yu.py index 6b5286a..23a67c9 100644 --- a/pyFTS/models/yu.py +++ b/pyFTS/models/yu.py @@ -60,7 +60,7 @@ class WeightedFTS(fts.FTS): self.sets = sets ndata = self.apply_transformations(data) tmpdata = FuzzySet.fuzzyfy_series_old(ndata, sets) - flrs = FLR.generateRecurrentFLRs(tmpdata) + flrs = FLR.generate_recurrent_flrs(tmpdata) self.flrgs = self.generate_FLRG(flrs) def forecast(self, data, **kwargs): diff --git a/pyFTS/partitioners/Util.py b/pyFTS/partitioners/Util.py index f25b351..545271f 100644 --- a/pyFTS/partitioners/Util.py +++ b/pyFTS/partitioners/Util.py @@ -21,11 +21,11 @@ def plot_sets(data, sets, titles, tam=[12, 10], save=False, file=None): #print(h) fig, axes = plt.subplots(nrows=num, ncols=1,figsize=tam) for k in np.arange(0,num): - #ax = fig.add_axes([0.05, 1-(k*h), 0.9, h*0.7]) # left, bottom, width, height + ticks = [] + x = [] ax = axes[k] ax.set_title(titles[k]) ax.set_ylim([0, 1.1]) - ax.set_xlim([minx, maxx]) for s in sets[k]: if s.mf == Membership.trimf: ax.plot(s.parameters,[0,1,0]) @@ -35,6 +35,10 @@ def plot_sets(data, sets, titles, tam=[12, 10], save=False, file=None): ax.plot(tmpx, tmpy) elif s.mf == Membership.trapmf: ax.plot(s.parameters, [0, 1, 1, 0]) + ticks.append(str(round(s.centroid, 0)) + '\n' + s.name) + x.append(s.centroid) + ax.xaxis.set_ticklabels(ticks) + ax.xaxis.set_ticks(x) plt.tight_layout() @@ -44,7 +48,7 @@ def plot_sets(data, sets, titles, tam=[12, 10], save=False, file=None): def plot_partitioners(data, objs, tam=[12, 10], save=False, file=None): sets = [k.sets for k in objs] titles = [k.name for k in objs] - plot_sets(data,sets,titles,tam,save,file) + plot_sets(data, sets, titles, tam, save, file) def explore_partitioners(data, npart, methods=None, mf=None, tam=[12, 10], save=False, file=None): @@ -59,6 +63,9 @@ def explore_partitioners(data, npart, methods=None, mf=None, tam=[12, 10], save= for p in methods: for m in mf: obj = p(data, npart,m) + obj.name = obj.name + " - " + obj.membership_function.__name__ objs.append(obj) - plot_partitioners(data, objs, tam, save, file) \ No newline at end of file + plot_partitioners(data, objs, tam, save, file) + + return objs \ No newline at end of file diff --git a/pyFTS/partitioners/partitioner.py b/pyFTS/partitioners/partitioner.py index d704e53..f45c89d 100644 --- a/pyFTS/partitioners/partitioner.py +++ b/pyFTS/partitioners/partitioner.py @@ -1,5 +1,6 @@ from pyFTS.common import FuzzySet, Membership import numpy as np +import matplotlib.pylab as plt class Partitioner(object): @@ -70,6 +71,8 @@ class Partitioner(object): ax.set_title(self.name) ax.set_ylim([0, 1]) ax.set_xlim([self.min, self.max]) + ticks = [] + x = [] for s in self.sets: if s.mf == Membership.trimf: ax.plot([s.parameters[0], s.parameters[1], s.parameters[2]], [0, 1, 0]) @@ -77,6 +80,10 @@ class Partitioner(object): tmpx = [kk for kk in np.arange(s.lower, s.upper)] tmpy = [s.membership(kk) for kk in np.arange(s.lower, s.upper)] ax.plot(tmpx, tmpy) + ticks.append(str(round(s.centroid,0))+'\n'+s.name) + x.append(s.centroid) + plt.xticks(x,ticks) + def __str__(self): tmp = self.name + ":\n" diff --git a/pyFTS/probabilistic/ProbabilityDistribution.py b/pyFTS/probabilistic/ProbabilityDistribution.py index f5c6023..45f868b 100644 --- a/pyFTS/probabilistic/ProbabilityDistribution.py +++ b/pyFTS/probabilistic/ProbabilityDistribution.py @@ -1,10 +1,9 @@ import numpy as np import pandas as pd import matplotlib.pyplot as plt -from pyFTS.common import FuzzySet,SortedCollection +from pyFTS.common import FuzzySet,SortedCollection,tree from pyFTS.probabilistic import kde -from pyFTS import tree -from pyFTS.common import SortedCollection + class ProbabilityDistribution(object): """